UC WAR. PUT 09/24 DUE/ DE000HC9D6N3 /
| 2024-08-29 9:45:28 PM | Chg.-0.0900 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | -11.54% | 0.5800 Bid Size: 6,000 |
0.7800 Ask Size: 6,000 |
DUERR AG O.N. | 20.00 - | 2024-09-18 | Put |
Master data
| WKN: | HC9D6N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -16.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.90 |
|---|---|
| Intrinsic value: | 0.60 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.31 |
| Parity: | 0.60 |
| Time value: | 0.59 |
| Break-even: | 18.81 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.73 |
| Spread abs.: | 0.78 |
| Spread %: | 190.24% |
| Delta: | -0.58 |
| Theta: | -0.02 |
| Omega: | -9.43 |
| Rho: | -0.01 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7400 |
| Low: | 0.6900 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.87% | ||
|---|---|---|---|
| 1 Month | -8.00% | ||
| 3 Months | +86.49% | ||
| YTD | -60.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.5400 | 0.5600 |
| 6M High / 6M Low: | 1.8000 | 0.3300 |
| High (YTD): | 2024-01-03 | 2.2500 |
| Low (YTD): | 2024-05-14 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9170 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8977 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 326.42% | |
| Volatility 6M: | 212.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
